Purpose: This study aims to examine whether global gold futures returns volatilities and trading activities are threshold cointegrated. Design/methodology/approach: This study considers 11 gold futures markets, including 3 developed futures markets and 8 developing futures markets. This study...

Multivariate normal, due to its well-established theories, is commonly utilized to analyze correlated data of various types. However, the validity of the resultant inference is, more often than not, erroneous if the model assumption fails. We present a modification for making the multivariate...

Semiconductor industry is very capital intensive in which capacity utilization significantly affect the capital effectiveness and profitability of semiconductor manufacturing companies. Due to constant technology advance driven by Moore's Law in semiconductor industry, multiple production...

This paper presents a brief overview of semiconductor manufacturing followed by the results of a panel session held at the Fourth International Conference on Modeling and Analysis of Semiconductor Manufacturing (MASM) in Miami, December 10, 2008 on the role of modelling and analysis in...

Semiconductor industry is capital intensive in which capacity utilization significantly affect the capital effectiveness and profitability of semiconductor manufacturing companies. Thus, demand forecasting provides critical input to support the decisions of capacity planning and the associated...